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Regime classification views spanning macro conditions, volatility environments, and cross-asset behavior.
In Development
Tool Detail
Regime Lab
Institutional-quality regime classifications for identifying market states and understanding the environment a strategy operates in.
In Development
Intended for
Research teams and independent quants
Overview
What this tool is built to do.
RegimeLab provides daily regime classifications based on a comprehensive set of macroeconomic indicators, cross-asset returns, and evolving correlation structures. By combining information across equities, rates, credit, volatility, and macro data, it identifies distinct market environments and tracks how they change over time. This allows researchers and portfolio managers to contextualize performance, understand how strategies behave across regimes, and incorporate regime awareness into research, risk management, and portfolio construction decisions.
Included capabilities
Regime classification dashboards
Transition and persistence summaries
Signal and portfolio behavior reports by regime
What's Included
Core capabilities inside Regime Lab.
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Historical transition analysis for understanding when regimes change and how abruptly they do so.
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Signal and portfolio overlays for comparing behavior across distinct market states.
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Monitoring views that keep regime definitions, transitions, and current-state signals observable.
Typical Workflows
How teams would use it in practice.
Identify market states with a repeatable framework instead of ad hoc storytelling.
Track how signals and portfolios behave across inflation, growth, volatility, and liquidity regimes.
Review regime transitions to understand when research assumptions may need to change.